Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,222 CHF | 481,722 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,694 CHF | 474,244 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,516 CHF | 483,066 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,150 CHF | 484,699 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,037 CHF | 484,537 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,823 CHF | 483,323 CHF | 99.69% | 99.69% |